The MCM Effect and the Valuation of a Non-Binary Shock Market-Implied Default Intensity, Convexity, and Asymmetric Risk in Venezuelan Sovereign Bonds (OTC)
Fields of Study & Subjects
Credit Risk and Financial Regulations
Global Financial Crisis and Policies
Banking stability
regulation
efficiency
Publication details
- Journal / source
- SSRN Electronic Journal
- Publication date
- 1 January 2026
- Document type
- Preprint